GPMv
A conservative strategy with wonderfully low volatility great long term results, this is a better alternative to a 60/40 portfolio especially going forward in the new bond reality.
This is a variation of the Generalized Protective Momentum strategy by JW Keuning and Wouter Keller,
here is a summary of their strategy. GPMv has minor stylistic changes to it, and opens it up slightly to seek a few more positive returns.
More information about GPMv can be found here.
Triad
A conservative strategy with low volatility great long term results, this is a better alternative to a 60/40 portfolio especially going forward in the new bond reality.
Triad allocates 2/6 into the Russell 1000 if it has positive momentum, 1/6 into the best performer of Gold or Commodities if at least one has positive momentum, 2/6 into the either the Russell Mid-Cap Value or Foreign (VXUS) if at least one has positive momentum, a minimum of 1/6 goes into the one with the highest relative momentum: short term corporate bonds, short term treasuries, intermediate term treasuries. Any of the previous mentioned allocations do not have positive momentum, then those amounts also go into the best of the bonds/treasuries.
Triad+
Triad+ builds on Triad by adding Smart Leverage, going into 2X SSO instead of IWB after a 15% or greater month end drawdown in the Russell 1000. This is still a conservative strategy with risk adjusted metrics which are even better than that of Triad. Triad+ still maintains very low volatility with great long term results, this is a better alternative to a 60/40 portfolio especially going forward in the new bond reality.
Triad++
Triad++ builds on Triad by adding Smart Leverage, going into 3X UPRO instead of IWB after a 15% or greater month end drawdown in the Russell 1000. This is still a conservative strategy with risk adjusted metrics which are even better than that of Triad. Triad+ still maintains very low volatility with great long term results, this is a better alternative to a 60/40 portfolio especially going forward in the new bond reality.
The Russell
Invests in the USA markets, conservative with great results. This strategy never uses any leverage, it invests into one of three sub-indices of the US markets. The Russell invests in the Russell Mid-Cap Value, Russell Mid-Cap Growth, or the Russell 1000 - whichever has the highest relative momentum. The strategy goes into long term treasuries when out of equities, Treasury Duration Limiter can restrict the strategy from long term treasuries and instead direct it into short term treasuries depending on the yield curve.
Global Navigator+
Invests in either the USA markets or International markets, conservative with great results. Global Navigator will invest in either the Total US Market, or the International Markets depending on which has the highest relative momentum. This strategy uses Smart Leverage, going into 2X SSO instead of VTI after a 15% or greater month end drawdown in the Total US Market. The strategy goes into long term treasuries when out of equities, Treasury Duration Limiter can restrict the strategy from long term treasuries and instead direct it into short term treasuries depending on the yield curve. The past dozen years or so has seen huge outperformance in the US Markets compared to International, historically this has not been the case. I like how this strategy can go International when they outperform the USA.
LT Gain+
Invests in the USA market, moderately aggressive strategy with great results. This strategy uses Smart Leverage, after a 15% or greater month end drawdown in the Russell 1000 LT Gain goes into leveraged 2X S&P 500 using SSO for up to one year. If momentum holds and we are in SSO for a year the position is sold and locked into long term gains at which time the strategy reverts back to unleveraged Russell 1000. The strategy goes into long term treasuries when out of equities, Treasury Duration Limiter can restrict the strategy from long term treasuries and instead direct it into short term treasuries depending on the yield curve. This strategy is very tax efficient with about 70% of gains realized as long term.
LT Gain++
Invests in the USA market, this is an aggressive strategy with great results. This strategy uses Smart Leverage, after a 15% or greater month end drawdown in the Russell 1000 LT Gain 3X goes into leveraged 3X S&P 500 using UPRO for up to one year. If momentum holds and we are in UPRO for a year the position is sold and locked into long term gains at which time the strategy reverts back to unleveraged Russell 1000. The strategy goes into extended duration treasuries when out of equities. Treasury Duration Limiter can restrict the strategy from extended duration treasuries and instead direct it into short term treasuries depending on the yield curve.This strategy is very tax efficient with about 70% of gains realized as long term.
